A reliable ensemble forecasting modeling approach for complex time series with distributionally robust optimization
Year of publication: |
2025
|
---|---|
Authors: | Yuan, Jiaxin ; Li, Jianping ; Hao, Jun |
Published in: |
Computers & operations research : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 1499736-8. - Vol. 173.2025, Art.-No. 106831, p. 1-18
|
Subject: | Ensemble forecasting | Model selection | Time series forecasting | Reliable modeling | Distributionally robust optimization | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Modellierung | Scientific modelling |
-
Optimal and robust combination of forecasts via constrained optimization and shrinkage
Roccazzella, Francesco, (2022)
-
Calibration of distributionally roubust empirical optimization models
Gotoh, Jun-ya, (2021)
-
Distributionally robust inventory control when demand is a martingale
Xin, Linwei, (2022)
- More ...
-
Hao, Jun, (2023)
-
Hao, Jun, (2020)
-
Zhang, Xu, (2023)
- More ...